How to Choose an Appropriate Model for Time Series Data

The time series is a collection of observation data that are arranged according to time. The main purpose of setting up a time series is to predict future values. The first step in time series data is graphed. Using graphs can provide general information such as uptrend or downtrend, seasonal patter...

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Main Authors:	J Hasanzadeh, F Najafi, M Moradinazar
Format:	Article
Language:	fas
Published:	Tehran University of Medical Sciences 2015-06-01
Series:	مجله اپیدمیولوژی ایران
Subjects:	Time series Identify the model Stationary Prediction
Online Access:	http://irje.tums.ac.ir/browse.php?a_code=A-10-25-5110&slc_lang=en&sid=1

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spelling	doaj-14000a710ccf488f866d799130b68acc2021-09-02T16:18:39ZfasTehran University of Medical Sciencesمجله اپیدمیولوژی ایران1735-74892228-75072015-06-0111194102How to Choose an Appropriate Model for Time Series DataJ Hasanzadeh0F Najafi1M Moradinazar2 The time series is a collection of observation data that are arranged according to time. The main purpose of setting up a time series is to predict future values. The first step in time series data is graphed. Using graphs can provide general information such as uptrend or downtrend, seasonal patterns, periodic presence, and outliers in time series graphs. After graphing the data, if a good forecast is required, stationary data can be used. Differencing or decomposition methods can be used to make the data stationary. Then, a correlogram can be used to identify the order moving average and autoregressive model. The parameters of the model are examined using T-test. If the parameters are significant and the residue is independence, the predicted values can be evaluated using the mean absolute percentage error.http://irje.tums.ac.ir/browse.php?a_code=A-10-25-5110&slc_lang=en&sid=1Time series Identify the model Stationary Prediction
collection	DOAJ
language	fas
format	Article
sources	DOAJ
author	J Hasanzadeh F Najafi M Moradinazar
spellingShingle	J Hasanzadeh F Najafi M Moradinazar How to Choose an Appropriate Model for Time Series Data مجله اپیدمیولوژی ایران Time series Identify the model Stationary Prediction
author_facet	J Hasanzadeh F Najafi M Moradinazar
author_sort	J Hasanzadeh
title	How to Choose an Appropriate Model for Time Series Data
title_short	How to Choose an Appropriate Model for Time Series Data
title_full	How to Choose an Appropriate Model for Time Series Data
title_fullStr	How to Choose an Appropriate Model for Time Series Data
title_full_unstemmed	How to Choose an Appropriate Model for Time Series Data
title_sort	how to choose an appropriate model for time series data
publisher	Tehran University of Medical Sciences
series	مجله اپیدمیولوژی ایران
issn	1735-7489 2228-7507
publishDate	2015-06-01
description	The time series is a collection of observation data that are arranged according to time. The main purpose of setting up a time series is to predict future values. The first step in time series data is graphed. Using graphs can provide general information such as uptrend or downtrend, seasonal patterns, periodic presence, and outliers in time series graphs. After graphing the data, if a good forecast is required, stationary data can be used. Differencing or decomposition methods can be used to make the data stationary. Then, a correlogram can be used to identify the order moving average and autoregressive model. The parameters of the model are examined using T-test. If the parameters are significant and the residue is independence, the predicted values can be evaluated using the mean absolute percentage error.
topic	Time series Identify the model Stationary Prediction
url	http://irje.tums.ac.ir/browse.php?a_code=A-10-25-5110&slc_lang=en&sid=1
work_keys_str_mv	AT jhasanzadeh howtochooseanappropriatemodelfortimeseriesdata AT fnajafi howtochooseanappropriatemodelfortimeseriesdata AT mmoradinazar howtochooseanappropriatemodelfortimeseriesdata
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How to Choose an Appropriate Model for Time Series Data

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